Copulas related to Manneville-Pomeau processes

DOI10.1214/12-BJPS184zbMath1298.62082arXiv1109.2628OpenAlexW2964152666MaRDI QIDQ470362

Sílvia R. C. Lopes, Guilherme Pumi

Publication date: 12 November 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.2628

zbMATH Keywords

copulasinvariant measuresManneville-Pomeau processes

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25)

Related Items (1)

Copulas related to piecewise monotone functions of the interval and associated processes

Cites Work

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• Exact bounds for the polynomial decay of correlation, 1/fnoise and the CLT for the equilibrium state of a non-Hölder potential
• Parametric estimation and spectral analysis of piecewise linear maps of the interval
• On the Approximation of Complicated Dynamical Behavior
• Intermittency and weak Gibbs states
• Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems

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